A/Prof Ping Chen
Associate Professor in Actuarial Studies
Department of Economics
38 Scholarly works
1 Projects
HIGHLIGHTS
2026
Journal article
Adaptive equity investing strategies via attention-based deep reinforcement learning
DOI: 10.1016/j.pacfin.2026.1032842025
Journal article
Optimal strategies for collective defined contribution plans when the stock and labor markets are co-integrated
DOI: 10.1016/j.amc.2024.1292102025
Journal article
Optimal investment-benefit allocation for a collective defined contribution plan with guaranteed replacement ratio
DOI: 10.1080/03461238.2025.25711042025
Journal article
Optimal Benefit Distribution of a Tontine-like Annuity Fund with Age-Structured Models
DOI: 10.3390/risks130100042024
Journal article
On dividends and Gerber-Shiu analysis with constant interest and a periodic-threshold mixed strategy
DOI: 10.1007/s10473-024-0606-02024
Journal article
Epidemic modelling and actuarial applications for pandemic insurance: a case study of Victoria, Australia
DOI: 10.1017/S17484995230002462023
Journal article
Target benefit versus defined contribution scheme: A multi-period framework
DOI: 10.1017/asb.2023.27
RECENT SCHOLARLY WORKS
2023
Journal article
A class of non-zero-sum stochastic differential games between two mean-variance insurers under stochastic volatility
DOI: 10.1017/S02699648220003532023
Journal article
On the surplus management of funds with assets and liabilities in presence of solvency requirements
DOI: 10.1080/03461238.2022.21167252022
Journal article
Dividend and Capital Injection Optimization with Transaction Cost for Lévy Risk Processes
DOI: 10.1007/s10957-022-02057-4
RECENT PROJECTS
2011
Internal Research Grant
Enhance the Applicability of Mean-Variance Optimization by Random Matrix Theory